4 research outputs found
An In-Out Approach to Disjunctive Optimization
Abstract. Cutting plane methods are widely used for solving convex optimization problems and are of fundamental importance, e.g., to pro-vide tight bounds for Mixed-Integer Programs (MIPs). This is obtained by embedding a cut-separation module within a search scheme. The importance of a sound search scheme is well known in the Constraint Programming (CP) community. Unfortunately, the “standard ” search scheme typically used for MIP problems, known as the Kelley method, is often quite unsatisfactory because of saturation issues. In this paper we address the so-called Lift-and-Project closure for 0-1 MIPs associated with all disjunctive cuts generated from a given set of elementary disjunction. We focus on the search scheme embedding the generated cuts. In particular, we analyze a general meta-scheme for cutting plane algorithms, called in-out search, that was recently proposed by Ben-Ameur and Neto [1]. Computational results on test instances from the literature are presented, showing that using a more clever meta-scheme on top of a black-box cut generator may lead to a significant improvement
On optimizing over lift-and-project closures
The lift-and-project closure is the relaxation obtained by computing all
lift-and-project cuts from the initial formulation of a mixed integer linear
program or equivalently by computing all mixed integer Gomory cuts read from
all tableau's corresponding to feasible and infeasible bases. In this paper, we
present an algorithm for approximating the value of the lift-and-project
closure. The originality of our method is that it is based on a very simple cut
generation linear programming problem which is obtained from the original
linear relaxation by simply modifying the bounds on the variables and
constraints. This separation LP can also be seen as the dual of the cut
generation LP used in disjunctive programming procedures with a particular
normalization. We study some properties of this separation LP in particular
relating it to the equivalence between lift-and-project cuts and Gomory cuts
shown by Balas and Perregaard. Finally, we present some computational
experiments and comparisons with recent related works
An in-out approach to disjunctive optimization
Abstract. Cutting plane methods are widely used for solving convex optimization problems and are of fundamental importance, e.g., to pro-vide tight bounds for Mixed-Integer Programs (MIPs). This is obtained by embedding a cut-separation module within a search scheme. The importance of a sound search scheme is well known in the Constraint Programming (CP) community. Unfortunately, the “standard ” search scheme typically used for MIP problems, known as the Kelley method, is often quite unsatisfactory because of saturation issues. In this paper we address the so-called Lift-and-Project closure for 0-1 MIPs associated with all disjunctive cuts generated from a given set of elementary disjunction. We focus on the search scheme embedding the generated cuts. In particular, we analyze a general meta-scheme for cutting plane algorithms, called in-out search, that was recently proposed by Ben-Ameur and Neto [1]. Computational results on test instances from the literature are presented, showing that using a more clever meta-scheme on top of a black-box cut generator may lead to a significant improvement